5.20Open5.85Pre Close30 Volume238 Open Interest165.00Strike Price15.60KTurnover52.97%IV0.69%PremiumSep 20, 2024Expiry Date4.04Intrinsic Value100Multiplier2DDays to Expiry1.16Extrinsic Value100Contract SizeAmericanOptions Type0.7239Delta0.0463Gamma31.60Leverage Ratio-0.5650Theta0.0076Rho22.87Eff Leverage0.0456Vega